SEI vs. EME

Last updated Aug 1, 2026

SEI (Solaris Energy Infrastructure, Inc) and EME (EMCOR Group, Inc.) are both stocks. SEI operates in Oil & Gas Equipment & Services (Energy), while EME operates in Engineering & Construction (Industrials). Over the past 5 years, SEI returned 47.96%/yr vs 46.08%/yr for EME. Their 0.37 correlation means their historical movements had little consistent relationship.

Performance

SEI vs. EME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solaris Energy Infrastructure, Inc (SEI) and EMCOR Group, Inc. (EME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEI achieves a 12.30% return, which is significantly lower than EME's 30.55% return.

SEI

• 1D: 0.25%
• 1M: -29.98%
• 6M: -6.46%
• YTD: 12.30%
• 1Y: 58.96%
• 3Y*: 73.99%
• 5Y*: 47.96%
• 10Y*: —
• ALL TIME*: 20.73%

EME

• 1D: -0.62%
• 1M: -0.81%
• 6M: 10.75%
• YTD: 30.55%
• 1Y: 27.33%
• 3Y*: 55.31%
• 5Y*: 46.08%
• 10Y*: 31.05%
• ALL TIME*: 21.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EME EMCOR Group, Inc.	$368.60M	$378.28M	$358.64M
SEI Solaris Energy Infrastructure, Inc	$200.05M	$228.81M	$190.63M

SEI vs. EME - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SEI Solaris Energy Infrastructure, Inc	12.30%	62.29%	277.66%	-15.75%	57.46%	-15.55%	-38.09%	19.10%	-43.06%	75.35%
EME EMCOR Group, Inc.	30.55%	35.05%	111.27%	46.03%	16.81%	39.93%	6.47%	45.18%	-26.68%	26.16%

Correlation

The correlation between SEI and EME is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.51
Correlation (3Y) Balances recent behavior with more history.	0.39
Correlation (5Y) Shows whether the relationship held over a longer period.	0.36
Correlation (All Time) Calculated using the full available price history since May 12, 2017	0.37

The correlation between SEI and EME shifts across timeframes, from 0.36 (5 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SEI : $3.15B EME : $35.44B
EPS SEI : $0.97 EME : $42.53
PE Ratio SEI : 52.86 EME : 18.75
PS Ratio SEI : 3.54 EME : 1.45
Total Revenue (TTM) SEI : $692.11M EME : $18.60B
Gross Profit (TTM) SEI : $235.28M EME : $3.66B
EBITDA (TTM) SEI : $249.65M EME : $2.18B

Return for Risk

SEI vs. EME — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SEI

SEI Risk / Return Rank: 71
SEI Sharpe Ratio Rank: 70
SEI Sortino Ratio Rank: 70
SEI Omega Ratio Rank: 68
SEI Calmar Ratio Rank: 70
SEI Martin Ratio Rank: 78

EME

EME Risk / Return Rank: 65
EME Sharpe Ratio Rank: 66
EME Sortino Ratio Rank: 63
EME Omega Ratio Rank: 64
EME Calmar Ratio Rank: 66
EME Martin Ratio Rank: 67

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SEI vs. EME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solaris Energy Infrastructure, Inc (SEI) and EMCOR Group, Inc. (EME). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SEI	EME	Difference
Sharpe ratio: Return per unit of total volatility	0.76	0.62	+0.14
Sortino ratio: Return per unit of downside risk	1.49	1.13	+0.36
Omega ratio: Gain probability vs. loss probability	1.18	1.16	+0.02
Calmar ratio: Return relative to maximum drawdown	1.24	0.96	+0.29
Martin ratio: Return relative to average drawdown	4.72	2.30	+2.42

SEI vs. EME - Sharpe Ratio Comparison

The current SEI Sharpe Ratio is 0.76, which is comparable to the EME Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SEI and EME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SEI vs. EME - Drawdown Comparison

The maximum SEI drawdown since its inception was -79.49%, which is greater than EME's maximum drawdown of -70.56%. Use the drawdown chart below to compare losses from any high point for SEI and EME.

Drawdown Indicators

	SEI	EME	Difference
Max Drawdown Largest peak-to-trough decline	-79.49%	-70.56%	-8.93%
Max Drawdown (1Y) Largest decline over 1 year	-47.61%	-28.71%	-18.90%
Max Drawdown (3Y) Largest decline over 3 years	-55.37%	-36.19%	-19.18%
Max Drawdown (5Y) Largest decline over 5 years	-55.37%	-36.19%	-19.18%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.00%	—
Current Drawdown Current decline from peak	-37.97%	-15.46%	-22.51%
Average Drawdown Average peak-to-trough decline	-38.32%	-15.37%	-22.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.78%	11.91%	+0.87%

Volatility

SEI vs. EME - Volatility Comparison

Solaris Energy Infrastructure, Inc (SEI) has a higher volatility of 30.50% compared to EMCOR Group, Inc. (EME) at 21.02%. This indicates that SEI's price experiences larger fluctuations and is considered to be riskier than EME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEI	EME	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.50%	21.02%	+9.48%
Volatility (6M) Calculated over the trailing 6-month period	57.43%	33.40%	+24.03%
Volatility (1Y) Calculated over the trailing 1-year period	77.63%	44.13%	+33.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.06%	34.90%	+33.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.88%	33.77%	+29.11%

Dividends

SEI vs. EME - Dividend Comparison

SEI's dividend yield for the trailing twelve months is around 0.93%, more than EME's 0.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EME EMCOR Group, Inc.	0.18%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
SEI Solaris Energy Infrastructure, Inc	0.93%	1.04%	1.67%	5.65%	4.23%	6.41%	5.16%	2.89%	0.83%	0.00%	0.00%	0.00%

Financials

SEI vs. EME - Profitability Comparison

The chart below illustrates the profitability comparison between Solaris Energy Infrastructure, Inc and EMCOR Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SEI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Solaris Energy Infrastructure, Inc reported a gross profit of 72.72M and revenue of 196.24M. Therefore, the gross margin over that period was 37.1%.

EME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported a gross profit of 1.02B and revenue of 5.15B. Therefore, the gross margin over that period was 19.8%.

SEI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Solaris Energy Infrastructure, Inc reported an operating income of 50.56M and revenue of 196.24M, resulting in an operating margin of 25.8%.

EME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported an operating income of 547.34M and revenue of 5.15B, resulting in an operating margin of 10.6%.

SEI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Solaris Energy Infrastructure, Inc reported a net income of 21.44M and revenue of 196.24M, resulting in a net margin of 10.9%.

EME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, EMCOR Group, Inc. reported a net income of 403.69M and revenue of 5.15B, resulting in a net margin of 7.8%.

Frequently Asked Questions

Can I hold both SEI and EME in my portfolio?

SEI and EME have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEI or EME?

SEI has higher volatility (30.50%) compared to EME (21.02%). In terms of maximum drawdown, SEI dropped -79.49% vs EME's -70.56%.

Which has better risk-adjusted returns?

SEI currently has the higher Sharpe Ratio (0.76 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.